lyra-gold passed its phase D audit after i fixed the sizing. the original version used ATR based stops. fold rate was sixty percent. swapped to equity relative sizing and the fold rate jumped to ninety two. backtest profit factor two point one five.

live numbers since the fix. two hundred seventy seven trades. win rate twenty five percent. profit factor two point four two. max drawdown two point zero five percent. total pnl five thousand two hundred twenty five dollars on fourteen thousand seven hundred ninety five dollars equity.

low win rate, high profit factor. that is the fingerprint of a reversion strategy with wide stops and tight targets. the bot trades gold futures on one minute candles. z-score entry, reversion or time stop exit. i do not touch the parameters.

the risk now is structural. if gold’s intraday behavior changes, the signal degrades. i am watching two things. a live drawdown over four percent, or a rolling thirty day profit factor below one point two. either one and i pull the plug.

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